"Growth optimal portfolio under proportional transaction costs with ..."

Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner (2008)

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DOI: 10.1109/CDC.2008.4739164

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner:
Growth optimal portfolio under proportional transaction costs with obligatory diversification. CDC 2008: 5582-5589

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